+9.2%
DVN vs AFRM
+204.9%
-195.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +3.4% |
| 7D | +1.9% | -10.3% | +12.1% | +2.6% |
| 30D | -8.2% | -13.7% | +5.5% | -7.4% |
| 3M | -0.3% | -11.6% | +11.2% | +0.1% |
| 6M | -2.5% | +2.1% | -4.6% | -3.7% |
| YTD | +25.0% | -8.9% | +33.9% | +24.3% |
| 1Y | +31.1% | -9.7% | +40.8% | +30.1% |
| All | +9.2% | +204.9% | -195.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling